PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 44,592
COMMITMENTS
75 100 0 42,181 41,907 42,256 42,007 2,336 2,585
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,232)
-25 0 0 -3,085 -3,093 -3,110 -3,093 -122 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 94.6 94.0 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 16 22 17 23
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 37,937
COMMITMENTS
75 0 0 35,697 35,328 35,772 35,328 2,165 2,609
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,865)
-25 0 0 -2,720 -2,722 -2,745 -2,722 -120 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.1 93.1 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 21 15 21
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 18,945
COMMITMENTS
400 7,815 1,050 15,940 9,305 17,390 18,170 1,555 775
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -455)
200 375 0 -480 -680 -280 -305 -175 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 41.3 5.5 84.1 49.1 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 14 16 18
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,885
COMMITMENTS
0 7,035 1,425 15,215 8,810 16,640 17,270 1,245 615
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -190)
0 650 -50 -80 -730 -130 -130 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.3 8.0 85.1 49.3 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 13 12 14 16
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 15,495
COMMITMENTS
2,315 50 380 11,515 13,780 14,210 14,210 1,285 1,285
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -830)
-280 0 0 -205 -485 -485 -485 -345 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.3 2.5 74.3 88.9 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 13 9 16 11
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 28,961
COMMITMENTS
0 10,231 0 27,920 18,005 27,920 28,236 1,041 725
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -945)
0 46 -6 -975 -1,025 -981 -985 36 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 35.3 0.0 96.4 62.2 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 12 11 12 14
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 27,160
COMMITMENTS
540 0 1,820 23,690 24,230 26,050 26,050 1,110 1,110
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,200)
180 0 -180 -1,040 -910 -1,040 -1,090 -160 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 6.7 87.2 89.2 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 10 17 11
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 95,063
COMMITMENTS
19,722 150 134 67,763 87,335 87,619 87,619 7,444 7,444
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,490)
-257 -25 0 -3,245 -2,977 -3,502 -3,002 12 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.2 0.1 71.3 91.9 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 3 20 26 26 29
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 93,220
COMMITMENTS
21,940 50 100 68,945 90,835 90,985 90,985 2,235 2,235
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,666)
-580 -25 0 -2,610 -1,965 -3,190 -1,990 -476 -1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.1 0.1 74.0 97.4 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 1 18 26 24 27
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 19,465
COMMITMENTS
200 0 125 18,745 19,135 19,070 19,260 395 205
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,185)
-50 0 0 -1,070 -1,125 -1,120 -1,125 -65 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.6 96.3 98.3 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 13 18 14
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 16,595
COMMITMENTS
0 300 0 16,445 16,065 16,445 16,365 150 230
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -800)
0 0 0 -750 -740 -750 -740 -50 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 99.1 96.8 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 13 16 14
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 22,320
COMMITMENTS
50 2,100 125 21,900 19,810 22,075 22,035 245 285
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -920)
-135 150 0 475 -975 340 -825 -1,260 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.4 0.6 98.1 88.8 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 20 20 22
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 20,190
COMMITMENTS
0 700 125 19,570 18,885 19,695 19,710 495 480
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,130)
-140 -100 0 -255 -980 -395 -1,080 -735 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.6 96.9 93.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 17,845
COMMITMENTS
250 75 0 16,850 17,095 17,100 17,170 745 675
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,140)
-50 -25 0 -1,085 -1,105 -1,135 -1,130 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.0 94.4 95.8 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 8 16 9
Updated March 11, 2016